Anic Equity¶

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Total return since start: 0.629 %¶

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Equity now: -----------------------------> 49758.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 1.855 %¶

This Week¶

Return: 0.967 %¶

Total portfolio value¶

Return including deposits: 62.967 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.470000 1668.600000 199.600000 13.590000 1468.999998
Orrön Energy 180 6.740000 2195.100000 152.100000 7.440000 2043.000000
Sedana Medical 93 3.980000 2670.960000 149.960000 5.950000 2521.000011
VEF 909 5.100000 1910.720000 60.720000 3.280000 1850.000436
Atrium Ljungberg B 5 4.460000 995.000000 60.000000 6.420000 935.000000
Platzer Fastigheter Holding B 12 5.070000 1018.800000 57.800000 6.010000 960.999996
Catena 2 4.230000 837.200000 45.200000 5.710000 792.000000
Sagax B 4 3.690000 898.800000 44.800000 5.250000 854.000000
JM 6 3.210000 906.000000 42.000000 4.860000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.400000 1001.040000 34.040000 3.520000 966.999996
BioGaia B 8 2.050000 953.600000 23.600000 2.540000 930.000000
Biotage 7 1.710000 959.000000 18.000000 1.910000 940.999997
Byggmax Group 33 1.870000 970.860000 14.860000 1.550000 956.000001
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
Clas Ohlson B 12 0.990000 984.000000 11.000000 1.130000 972.999996
HEXPOL B 9 0.090000 1028.700000 7.700000 0.750000 1020.999996
EQT 4 1.060000 836.800000 4.800000 0.580000 832.000000
OX2 13 1.450000 954.200000 4.200000 0.440000 949.999999
AcadeMedia 8 1.100000 405.200000 3.200000 0.800000 402.000000
ASSA ABLOY B 3 0.730000 781.500000 2.500000 0.320000 779.000001
Nordic Waterproofing Holding 7 1.480000 957.600000 -9.400000 -0.970000 966.999999
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Addnode Group B 11 0.180000 903.100000 -17.900000 -1.940000 921.000003
SKF B 5 -1.210000 920.750000 -19.250000 -2.050000 940.000000
Vitec Software Group B 2 2.110000 1064.000000 -23.000000 -2.120000 1087.000000
Hexagon B 26 1.380000 3437.200000 -23.800000 -0.690000 3461.000010
Indutrade 5 2.500000 1190.000000 -28.000000 -2.300000 1218.000000
Latour B 4 -0.200000 816.400000 -40.600000 -4.740000 857.000000
INVISIO 16 0.890000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -0.340000 1049.400000 -59.600000 -5.370000 1109.000001
BHG Group 97 2.150000 1384.190000 -74.810000 -5.130000 1458.999989
TOTAL 45718.720000 662.720000 -6.2884% 45056.000411

Updated:¶

'2023-07-04 17:17:45.130415'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶